A New Approach to Variable Selection Using the TLS Approach

Abstract

The problem of variable selection is one of the most important model selection problems in statistical applications. It is also known as the subset selection problem and arises when one wants to explain the observations or data adequately by a subset of possible explanatory variables. The objective is to identify factors of importance and to include only… (More)
DOI: 10.1109/TSP.2006.882105

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